S&P500 Cash Index


Trading Metrics calculated at close of trading on 14-Jun-1994
Day Change Summary
Previous Current
13-Jun-1994 14-Jun-1994 Change Change % Previous Week
Open 458.67 459.10 0.43 0.1% 460.13
High 459.36 462.52 3.16 0.7% 461.87
Low 457.18 459.10 1.92 0.4% 455.43
Close 459.10 462.37 3.27 0.7% 458.67
Range 2.18 3.42 1.24 56.9% 6.44
ATR 3.27 3.28 0.01 0.3% 0.00
Volume
Daily Pivots for day following 14-Jun-1994
Classic Woodie Camarilla DeMark
R4 471.59 470.40 464.25
R3 468.17 466.98 463.31
R2 464.75 464.75 463.00
R1 463.56 463.56 462.68 464.16
PP 461.33 461.33 461.33 461.63
S1 460.14 460.14 462.06 460.74
S2 457.91 457.91 461.74
S3 454.49 456.72 461.43
S4 451.07 453.30 460.49
Weekly Pivots for week ending 10-Jun-1994
Classic Woodie Camarilla DeMark
R4 477.98 474.76 462.21
R3 471.54 468.32 460.44
R2 465.10 465.10 459.85
R1 461.88 461.88 459.26 460.27
PP 458.66 458.66 458.66 457.85
S1 455.44 455.44 458.08 453.83
S2 452.22 452.22 457.49
S3 445.78 449.00 456.90
S4 439.34 442.56 455.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 462.52 455.43 7.09 1.5% 2.81 0.6% 98% True False
10 462.52 453.99 8.53 1.8% 2.90 0.6% 98% True False
20 462.52 443.70 18.82 4.1% 3.22 0.7% 99% True False
40 462.52 438.83 23.69 5.1% 3.67 0.8% 99% True False
60 471.06 435.86 35.20 7.6% 4.26 0.9% 75% False False
80 472.41 435.86 36.55 7.9% 4.15 0.9% 73% False False
100 482.85 435.86 46.99 10.2% 4.07 0.9% 56% False False
120 482.85 435.86 46.99 10.2% 3.78 0.8% 56% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.89
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 477.06
2.618 471.47
1.618 468.05
1.000 465.94
0.618 464.63
HIGH 462.52
0.618 461.21
0.500 460.81
0.382 460.41
LOW 459.10
0.618 456.99
1.000 455.68
1.618 453.57
2.618 450.15
4.250 444.57
Fisher Pivots for day following 14-Jun-1994
Pivot 1 day 3 day
R1 461.85 461.53
PP 461.33 460.69
S1 460.81 459.85

These figures are updated between 7pm and 10pm EST after a trading day.

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